+6.6%
EMB vs STZ
-29.7%
+36.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.1% | +4.9% | -5.0% | -0.5% |
| 30D | +1.3% | +20.9% | -19.6% | -0.3% |
| 3M | -2.2% | +8.0% | -10.2% | -3.0% |
| 6M | -2.3% | -5.3% | +2.9% | -2.0% |
| YTD | -0.6% | +5.9% | -6.6% | -1.7% |
| 1Y | +0.5% | +14.2% | -13.7% | -1.4% |
| 3Y | +29.4% | -37.0% | +66.4% | +34.9% |
| All | +6.6% | -29.7% | +36.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling